-42.3%
MSTR vs STRL
-30.1%
-12.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -21.5% | +26.6% | +9.3% |
| 7D | -1.8% | -27.1% | +25.3% | +3.8% |
| 30D | -13.3% | -45.8% | +32.5% | -2.6% |
| 3M | +46.0% | -47.6% | +93.6% | +64.4% |
| 6M | -22.4% | -46.4% | +24.0% | -17.3% |
| YTD | -6.2% | -7.4% | +1.2% | -22.1% |
| 1Y | -42.3% | -25.9% | -16.4% | -47.0% |
| All | -42.3% | -30.1% | -12.2% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded STRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling